plde: Penalized Log-Density Estimation Using Legendre Polynomials

We present a penalized log-density estimation method using Legendre polynomials with lasso penalty to adjust estimate's smoothness. Re-expressing the logarithm of the density estimator via a linear combination of Legendre polynomials, we can estimate parameters by maximizing the penalized log-likelihood function. Besides, we proposed an implementation strategy that builds on the coordinate decent algorithm, together with the Bayesian information criterion (BIC).

Version: 0.1.2
Published: 2018-07-01
Author: JungJun Lee, Jae-Hwan Jhong, Young-Rae Cho, SungHwan Kim, Ja-yong Koo
Maintainer: JungJun Lee <ljjoj at korea.ac.kr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: plde results

Documentation:

Reference manual: plde.pdf

Downloads:

Package source: plde_0.1.2.tar.gz
Windows binaries: r-devel: plde_0.1.2.zip, r-release: plde_0.1.2.zip, r-oldrel: plde_0.1.2.zip
macOS binaries: r-release (arm64): plde_0.1.2.tgz, r-oldrel (arm64): plde_0.1.2.tgz, r-release (x86_64): plde_0.1.2.tgz, r-oldrel (x86_64): plde_0.1.2.tgz

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